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Harry Joe
Dependence Modeling with Copulas [PDF ebook]

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Dependence Modeling with Copulas covers the substantial advances that have taken place in the field during the last 15 years, including vine copula modeling of high-dimensional data. Vine copula models are constructed from a sequence of bivariate copulas. The book develops generalizations of vine copula models, including common and structured facto

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Format PDF ● Seiten 480 ● ISBN 9781466583238 ● Verlag CRC Press ● Erscheinungsjahr 2014 ● herunterladbar 6 mal ● Währung EUR ● ID 3272319 ● Kopierschutz Adobe DRM

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Harry Joe Canada) Joe Harry (University of Bristish Colombia Vancouver, Canada) Joe Harry (University of British Columbia

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